Roger Koenker
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Roger William Koenker (born February 21, 1947) is an American
econometrician Econometrics is the application of statistical methods to economic data in order to give empirical content to economic relationships.M. Hashem Pesaran (1987). "Econometrics," '' The New Palgrave: A Dictionary of Economics'', v. 2, p. 8 p. 8†...
mostly known for his contributions to
quantile regression Quantile regression is a type of regression analysis used in statistics and econometrics. Whereas the method of least squares estimates the conditional ''mean'' of the response variable across values of the predictor variables, quantile regressi ...
. He is currently a Honorary Professor of Economics at
University College London , mottoeng = Let all come who by merit deserve the most reward , established = , type = Public research university , endowment = £143 million (2020) , budget = ...
.


Education and career

He finished his degree at
Grinnell College Grinnell College is a private liberal arts college in Grinnell, Iowa, United States. It was founded in 1846 when a group of New England Congregationalists established the Trustees of Iowa College. Grinnell has the fifth highest endowment-to-st ...
in 1969 and obtained his Ph.D. in
Economics Economics () is the social science that studies the Production (economics), production, distribution (economics), distribution, and Consumption (economics), consumption of goods and services. Economics focuses on the behaviour and intera ...
from the
University of Michigan , mottoeng = "Arts, Knowledge, Truth" , former_names = Catholepistemiad, or University of Michigania (1817–1821) , budget = $10.3 billion (2021) , endowment = $17 billion (2021)As o ...
in 1974. In the same year, he was employed as an assistant professor at UIUC. By 1976, he left the university to work as part of the technical staff at
Bell Telephone Laboratories Nokia Bell Labs, originally named Bell Telephone Laboratories (1925–1984), then AT&T Bell Laboratories (1984–1996) and Bell Labs Innovations (1996–2007), is an American industrial research and scientific development company owned by mul ...
. He came back to UIUC in 1983 to teach as a William B. McKinley Professor of Economics and Statistics before becoming a Honorary Professor of Economics at UCL in 2018.


Works

Koenker is best known for his work on quantile regression and the regression analysis tool he developed is widely used across many disciplines. In 2010, he was awarded the Emanuel and Carol Parzen Prize for Statistical Innovation for his contribution to the field and for "pioneering and expositing quantile regression." Aside from his seminal book, ''Quantile Regression'', his published works include ''The Gaussian Hare and the Laplacian Tortoise: Computability of Squared-Error vs. Absolute Error Estimators''; and, ''Galton, Edgeworth, Frisch, and Prospects for Quantile Regression in Economics'', among others.


References


External links


Website of Koenker at UIUC
* 1947 births Living people 21st-century American economists Grinnell College alumni University of Michigan alumni Academics of University College London Fellows of the Econometric Society Fellows of the American Statistical Association Econometricians University of Illinois Urbana-Champaign faculty Scientists at Bell Labs {{US-economist-stub